[--[65.84.65.76]--]
AUROPHARMA
AUROBINDO PHARMA LTD

1303.55 48.90 (3.90%)

Back to Option Chain


Historical option data for AUROPHARMA

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 1303.55 89.65 31.85 - 3,37,150 -1,23,200 1,56,200
4 Jul 1254.65 57.8 - 4,69,700 -85,250 2,79,400
3 Jul 1238.80 47 - 13,82,150 -1,19,900 3,64,650
2 Jul 1213.05 37.2 - 5,57,150 72,600 4,87,300
1 Jul 1211.80 37.35 - 10,92,850 2,17,250 4,14,700
28 Jun 1207.60 36.65 - 5,00,500 57,750 1,97,450
27 Jun 1188.25 31.4 - 2,53,550 23,650 1,39,700
26 Jun 1197.95 35.1 - 2,38,700 67,650 1,14,950
25 Jun 1217.95 42.5 - 67,650 33,000 47,300
24 Jun 1218.65 47.5 - 18,150 12,100 13,750
21 Jun 1241.10 67.30 - 550 0 1,650
20 Jun 1243.20 60.00 - 550 550 1,650
19 Jun 1221.70 53.25 - 1,650 1,100 1,100
18 Jun 1242.70 65.40 - 0 0 0
14 Jun 1259.00 65.40 - 0 0 0
13 Jun 1254.65 65.40 - 0 0 0
12 Jun 1248.95 65.40 - 0 0 0
11 Jun 1257.00 65.40 - 0 0 0
10 Jun 1249.20 65.40 - 0 0 0
7 Jun 1265.15 65.40 - 0 0 0
6 Jun 1251.30 65.40 - 0 0 0
5 Jun 1266.40 65.40 - 0 0 0
4 Jun 1197.35 65.40 - 0 0 0
3 Jun 1227.40 65.40 - 0 0 0
31 May 1185.70 65.40 - 0 0 0


For AUROBINDO PHARMA LTD - strike price 1220 expiring on 25JUL2024

Delta for 1220 CE is -

Historical price for 1220 CE is as follows

On 5 Jul AUROPHARMA was trading at 1303.55. The strike last trading price was 89.65, which was 31.85 higher than the previous day. The implied volatity was -, the open interest changed by -123200 which decreased total open position to 156200


On 4 Jul AUROPHARMA was trading at 1254.65. The strike last trading price was 57.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -85250 which decreased total open position to 279400


On 3 Jul AUROPHARMA was trading at 1238.80. The strike last trading price was 47, which was lower than the previous day. The implied volatity was -, the open interest changed by -119900 which decreased total open position to 364650


On 2 Jul AUROPHARMA was trading at 1213.05. The strike last trading price was 37.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 72600 which increased total open position to 487300


On 1 Jul AUROPHARMA was trading at 1211.80. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 217250 which increased total open position to 414700


On 28 Jun AUROPHARMA was trading at 1207.60. The strike last trading price was 36.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 57750 which increased total open position to 197450


On 27 Jun AUROPHARMA was trading at 1188.25. The strike last trading price was 31.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 23650 which increased total open position to 139700


On 26 Jun AUROPHARMA was trading at 1197.95. The strike last trading price was 35.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 67650 which increased total open position to 114950


On 25 Jun AUROPHARMA was trading at 1217.95. The strike last trading price was 42.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 47300


On 24 Jun AUROPHARMA was trading at 1218.65. The strike last trading price was 47.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 12100 which increased total open position to 13750


On 21 Jun AUROPHARMA was trading at 1241.10. The strike last trading price was 67.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1650


On 20 Jun AUROPHARMA was trading at 1243.20. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1650


On 19 Jun AUROPHARMA was trading at 1221.70. The strike last trading price was 53.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100


On 18 Jun AUROPHARMA was trading at 1242.70. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun AUROPHARMA was trading at 1259.00. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun AUROPHARMA was trading at 1254.65. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun AUROPHARMA was trading at 1248.95. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun AUROPHARMA was trading at 1257.00. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun AUROPHARMA was trading at 1249.20. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun AUROPHARMA was trading at 1265.15. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun AUROPHARMA was trading at 1251.30. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun AUROPHARMA was trading at 1266.40. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun AUROPHARMA was trading at 1197.35. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun AUROPHARMA was trading at 1227.40. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May AUROPHARMA was trading at 1185.70. The strike last trading price was 65.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 1303.55 7.15 -10.45 - 5,10,400 10,450 1,56,750
4 Jul 1254.65 17.6 - 3,70,150 6,600 1,46,300
3 Jul 1238.80 24.2 - 2,60,150 -5,500 1,39,700
2 Jul 1213.05 36.35 - 1,73,250 14,850 1,43,000
1 Jul 1211.80 35.6 - 2,07,350 55,550 1,28,150
28 Jun 1207.60 40.6 - 1,04,500 31,350 72,600
27 Jun 1188.25 51 - 33,000 550 41,250
26 Jun 1197.95 47.05 - 59,400 23,100 41,250
25 Jun 1217.95 37.85 - 25,300 4,950 18,150
24 Jun 1218.65 35 - 12,100 4,400 12,650
21 Jun 1241.10 28.00 - 7,150 -2,750 7,700
20 Jun 1243.20 29.00 - 4,400 550 9,350
19 Jun 1221.70 37.05 - 59,400 8,800 8,800
18 Jun 1242.70 29.40 - 0 0 0
14 Jun 1259.00 29.40 - 0 -550 0
13 Jun 1254.65 29.40 - 550 0 550
12 Jun 1248.95 32.45 - 550 0 0
11 Jun 1257.00 71.35 - 0 0 0
10 Jun 1249.20 71.35 - 0 0 0
7 Jun 1265.15 71.35 - 0 0 0
6 Jun 1251.30 71.35 - 0 0 0
5 Jun 1266.40 71.35 - 0 0 0
4 Jun 1197.35 71.35 - 0 0 0
3 Jun 1227.40 71.35 - 0 0 0
31 May 1185.70 71.35 - 0 0 0


For AUROBINDO PHARMA LTD - strike price 1220 expiring on 25JUL2024

Delta for 1220 PE is -

Historical price for 1220 PE is as follows

On 5 Jul AUROPHARMA was trading at 1303.55. The strike last trading price was 7.15, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by 10450 which increased total open position to 156750


On 4 Jul AUROPHARMA was trading at 1254.65. The strike last trading price was 17.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 6600 which increased total open position to 146300


On 3 Jul AUROPHARMA was trading at 1238.80. The strike last trading price was 24.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 139700


On 2 Jul AUROPHARMA was trading at 1213.05. The strike last trading price was 36.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 14850 which increased total open position to 143000


On 1 Jul AUROPHARMA was trading at 1211.80. The strike last trading price was 35.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 55550 which increased total open position to 128150


On 28 Jun AUROPHARMA was trading at 1207.60. The strike last trading price was 40.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 31350 which increased total open position to 72600


On 27 Jun AUROPHARMA was trading at 1188.25. The strike last trading price was 51, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 41250


On 26 Jun AUROPHARMA was trading at 1197.95. The strike last trading price was 47.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 23100 which increased total open position to 41250


On 25 Jun AUROPHARMA was trading at 1217.95. The strike last trading price was 37.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 18150


On 24 Jun AUROPHARMA was trading at 1218.65. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 12650


On 21 Jun AUROPHARMA was trading at 1241.10. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2750 which decreased total open position to 7700


On 20 Jun AUROPHARMA was trading at 1243.20. The strike last trading price was 29.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 9350


On 19 Jun AUROPHARMA was trading at 1221.70. The strike last trading price was 37.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8800 which increased total open position to 8800


On 18 Jun AUROPHARMA was trading at 1242.70. The strike last trading price was 29.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun AUROPHARMA was trading at 1259.00. The strike last trading price was 29.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 0


On 13 Jun AUROPHARMA was trading at 1254.65. The strike last trading price was 29.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 550


On 12 Jun AUROPHARMA was trading at 1248.95. The strike last trading price was 32.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun AUROPHARMA was trading at 1257.00. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun AUROPHARMA was trading at 1249.20. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun AUROPHARMA was trading at 1265.15. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun AUROPHARMA was trading at 1251.30. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun AUROPHARMA was trading at 1266.40. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun AUROPHARMA was trading at 1197.35. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun AUROPHARMA was trading at 1227.40. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May AUROPHARMA was trading at 1185.70. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0